Message ExecutionReport

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

8	BeginString		FIXT.1.1 (Always unencrypted, must be first field in message)
9	BodyLength		(Always unencrypted, must be second field in message)
35	MsgType	@MsgTyp	(Always unencrypted, must be third field in message)
1128	ApplVerID	@ApplVerID	Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156	ApplExtID
1129	CstmApplVerID		Used to support bilaterally agreed custom functionality
49	SenderCompID	@SID	(Always unencrypted)
56	TargetCompID	@TID	(Always unencrypted)
115	OnBehalfOfCompID	@OBID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	@D2ID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	@SeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	@SSub	(Can be embedded within encrypted data section.)
142	SenderLocationID	@SLoc	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	@TSub	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	@TLoc	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	@OBSub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	@OBLoc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	@D2Sub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	@D2Loc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	@PosDup	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	@PosRsnd	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	@Snt	(Can be embedded within encrypted data section.)
122	OrigSendingTime	@OrigSnt	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData		Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support
347	MessageEncoding	@MsgEncd	Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed		The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

Component

HopGrp

Hop

Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

end Component

1180	ApplID	@ApplID	Identifies the application with which a message is associated. Used only if application sequencing is in effect.
1181	ApplSeqNum	@ApplSeqNum	Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified.
1350	ApplLastSeqNum	@ApplLastSeqNum	The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified
1352	ApplResendFlag	@ApplResendFlag	Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request.

end Component

Repeating Group 453

NoPartyIDs

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

448	PartyID	@ID	Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
447	PartyIDSource	@Src	Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
452	PartyRole	@R	Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

Component

PtysSubGrp

Sub

Repeating group of Party sub-identifiers.

end Repeating Group

end Component

Repeating Group 382

NoContraBrokers

Number of ContraBrokers repeating group instances.

375	ContraBroker	@CntraBrkr	First field in repeating group. Required if NoContraBrokers > 0.
337	ContraTrader	@CntraTrdr
437	ContraTradeQty	@CntraTrdQty
438	ContraTradeTime	@CntraTrdTm
655	ContraLegRefID	@CntraLegRefID

end Repeating Group

end Component

Repeating Group 78

NoAllocs

Number of repeating groups for pre-trade allocation

79	AllocAccount	@Acct	Required if NoAllocs > 0. Must be first field in repeating group.
661	AllocAcctIDSource	@ActIDSrc
736	AllocSettlCurrency	@AllocSettlCcy
467	IndividualAllocID	@IndAllocID

Component

NestedParties

Pty

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

Used for NestedPartyRole=Clearing Firm

80

AllocQty

@Qty

end Repeating Group

end Component

55	Symbol	@Sym	Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
65	SymbolSfx	@Sfx	Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
48	SecurityID	@ID	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22	SecurityIDSource	@Src	Required if SecurityID is specified.

Component

SecAltIDGrp

AID

Number of alternate Security Identifiers

460	Product	@Prod	Indicates the type of product the security is associated with (high-level category)
1227	ProductComplex	@ProdCmplx	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151	SecurityGroup	@SecGrp	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461	CFICode	@CFI	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
167	SecurityType	@SecTyp	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
762	SecuritySubType	@SubTyp	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
200	MaturityMonthYear	@MMY	Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
541	MaturityDate	@MatDt	Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.
1079	MaturityTime	@MatTm	For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966	SettleOnOpenFlag	@SettlOnOpenFlag	Indicator to determine if Instrument is Settle on Open.
1049	InstrmtAssignmentMethod	@AsgnMeth
965	SecurityStatus	@Status	Gives the current state of the instrument
224	CouponPaymentDate	@CpnPmt	Date interest is to be paid. Used in identifying Corporate Bond issues.
1449	RestructuringType	@RestrctTyp
1450	Seniority	@Snrty
1451	NotionalPercentageOutstanding	@NotlPctOut
1452	OriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1457	AttachmentPoint	@AttchPnt
1458	DetachmentPoint	@DetchPnt
225	IssueDate	@Issued	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239	RepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
226	RepurchaseTerm	@RepoTrm		Depr FIX.4.4
227	RepurchaseRate	@RepoRt		Depr FIX.4.4
228	Factor	@Fctr	For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value
255	CreditRating	@CrdRtg
543	InstrRegistry	@Rgstry	The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
470	CountryOfIssue	@IssuCtry	ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471	StateOrProvinceOfIssue	@StPrv	A two-character state or province abbreviation.
472	LocaleOfIssue	@Lcl	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240	RedemptionDate	@Redeem		Depr FIX.4.4
202	StrikePrice	@StrkPx	Used for derivatives, such as options and covered warrants
947	StrikeCurrency	@StrkCcy	Used for derivatives
967	StrikeMultiplier	@StrkMult	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968	StrikeValue	@StrkValu	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1478	StrikePriceDeterminationMethod	@StrkPxDtrmnMeth
1479	StrikePriceBoundaryMethod	@StrkPxBndryMeth
1480	StrikePriceBoundaryPrecision	@StrkPxBndryPrcsn
1481	UnderlyingPriceDeterminationMethod	@PxDtrmnMeth
206	OptAttribute	@OptAt	Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
231	ContractMultiplier	@Mult	For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
1435	ContractMultiplierUnit	@MultTyp
1439	FlowScheduleType	@FlowSchedTyp
969	MinPriceIncrement	@MinPxIncr	Minimum price increment for the instrument. Could also be used to represent tick value.
1146	MinPriceIncrementAmount	@MinPxIncrAmt	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996	UnitOfMeasure	@UOM	0
1147	UnitOfMeasureQty	@UOMQty
1191	PriceUnitOfMeasure	@PxUOM
1192	PriceUnitOfMeasureQty	@PxUOMQty
1193	SettlMethod	@SettlMeth	Settlement method for a contract. Can be used as an alternative to CFI Code value
1194	ExerciseStyle	@ExerStyle	Type of exercise of a derivatives security
1482	OptPayoutType	@OptPayoutTyp
1195	OptPayoutAmount	@OptPayAmt	Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196	PriceQuoteMethod	@PxQteMeth	Method for price quotation
1197	ValuationMethod	@ValMeth	Indicates type of valuation method used.
1198	ListMethod	@ListMeth	Indicates whether the instruments are pre-listed only or can also be defined via user request
1199	CapPrice	@CapPx	Used to express the ceiling price of a capped call
1200	FloorPrice	@FlrPx	Used to express the floor price of a capped put
201	PutOrCall	@PutCall	Used to express option right
1244	FlexibleIndicator	@FlexInd	Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator
1242	FlexProductEligibilityIndicator	@FlexProdElig	Used to indicate if a product or group of product supports the creation of flexible securities
997	TimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223	CouponRate	@CpnRt	For Fixed Income.
207	SecurityExchange	@Exch	Can be used to identify the security.
970	PositionLimit	@PosLmt	Position Limit for the instrument.
971	NTPositionLimit	@NTPosLmt	Near-term Position Limit for the instrument.
106	Issuer	@Issr
348	EncodedIssuerLen	@EncIssrLen	Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	@EncIssr	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107	SecurityDesc	@Desc
350	EncodedSecurityDescLen	@EncSecDescLen	Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	@EncSecDesc	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Component

SecurityXML

SecXML

Embedded XML document describing security.

691	Pool	@Pool	Identifies MBS / ABS pool
667	ContractSettlMonth	@CSetMo	Must be present for MBS/TBA
875	CPProgram	@CPPgm	The program under which a commercial paper is issued
876	CPRegType	@CPRegT	The registration type of a commercial paper issuance

Component

EvntGrp

Evnt

Number of repeating EventType group entries.

	873	DatedDate	@Dated		If different from IssueDate
	874	InterestAccrualDate	@IntAcrl		If different from IssueDate and DatedDate

Component

InstrumentParties

Pty

Used to identify the parties listing a specific instrument

Component

ComplexEvents

CmplxEvnt

end Component

913	AgreementDesc	@AgmtDesc	The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal
914	AgreementID	@AgmtID	A common reference to the applicable standing agreement between the principals
915	AgreementDate	@AgmtDt	A reference to the date the underlying agreement was executed.
918	AgreementCurrency	@AgmtCcy	Currency of the underlying agreement.
788	TerminationType	@TrmTyp	For Repos the timing or method for terminating the agreement.
916	StartDate	@StartDt	Settlement date of the beginning of the deal
917	EndDate	@EndDt	Repayment / repurchase date
919	DeliveryType	@DlvryTyp	Delivery or custody arrangement for the underlying securities
898	MarginRatio	@MgnRatio	Percentage of cash value that underlying security collateral must meet.

end Component

Repeating Group 711

NoUnderlyings

Number of underlyings

Component

UnderlyingInstrument

Undly

Must be provided if Number of underlyings > 0

end Repeating Group

end Component

Repeating Group 232

NoStipulations

	233	StipulationType	@Typ		Required if NoStipulations >0
	234	StipulationValue	@Val

end Repeating Group

end Component

38	OrderQty	@Qty	One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152	CashOrderQty	@Cash	One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
516	OrderPercent	@Pct	For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
468	RoundingDirection	@RndDir	For CIV - Optional
469	RoundingModulus	@RndMod	For CIV - Optional

end Component

1100	TriggerType	@TrgrTyp	Required if any other Triggering tags are specified.
1101	TriggerAction	@TrgrActn
1102	TriggerPrice	@TrgrPx	Only relevant and required for TriggerAction = 1
1103	TriggerSymbol	@TrgrSym	Only relevant and required for TriggerAction = 1
1104	TriggerSecurityID	@TrgrSecID	Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1
1105	TriggerSecurityIDSource	@TrgrSecIDSrc	Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1
1106	TriggerSecurityDesc	@TrgrSecDesc
1107	TriggerPriceType	@TrgrPxTyp	Only relevant for TriggerAction = 1
1108	TriggerPriceTypeScope	@TrgrPxTypScp	Only relevant for TriggerAction = 1
1109	TriggerPriceDirection	@TrgrPxDir	Only relevant for TriggerAction = 1
1110	TriggerNewPrice	@TrgrNewPx	Should be specified if the order changes Price.
1111	TriggerOrderType	@TrgrOrdTyp	Should be specified if the order changes type.
1112	TriggerNewQty	@TrgrNewQty	Required if the order should change quantity
1113	TriggerTradingSessionID	@TrgrTrdSessID	Only relevant and required for TriggerType = 2.
1114	TriggerTradingSessionSubID	@TrgrTrdSessSubID	Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only.

end Component

211	PegOffsetValue	@OfstVal	Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
1094	PegPriceType	@PegPxTyp	Defines the type of peg.
835	PegMoveType	@MoveTyp	Describes whether peg is static/fixed or floats
836	PegOffsetType	@OfstTyp	Type of Peg Offset (e.g. price offset, tick offset etc)
837	PegLimitType	@LmtTyp	Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
838	PegRoundDirection	@RndDir	If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
840	PegScope	@Scope	The scope of the "related to" price of the peg (e.g. local, global etc)
1096	PegSecurityIDSource	@PegSecurityIDSource	Required if PegSecurityID is specified.
1097	PegSecurityID	@PegSecID	Requires PegSecurityIDSource if specified.
1098	PegSymbol	@PgSymbl
1099	PegSecurityDesc	@PegSecDesc

end Component

388	DiscretionInst	@DsctnInst	What the discretionary price is related to (e.g. primary price, display price etc)
389	DiscretionOffsetValue	@OfstValu	Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType
841	DiscretionMoveType	@MoveTyp	Describes whether discretion price is static/fixed or floats
842	DiscretionOffsetType	@OfstTyp	Type of Discretion Offset (e.g. price offset, tick offset etc)
843	DiscretionLimitType	@LimitTyp	Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
844	DiscretionRoundDirection	@RndDir	If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
846	DiscretionScope	@Scope	The scope of "related to" price of the discretion (e.g. local, global etc)

end Component

Repeating Group 957

NoStrategyParameters

Indicates number of strategy parameters

958	StrategyParameterName	@StrtPrmNme	Name of parameter
959	StrategyParameterType	@StrtPrmTyp	Datatype of the parameter.
960	StrategyParameterValue	@StrtPrmVal	Value of the parameter

end Repeating Group

end Component

Repeating Group 1362

NoFills

Specifies the number of partial fills included in this Execution Report

1363	FillExecID	@FillExecID	Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0
1364	FillPx	@FillPx	Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31).
1365	FillQty	@FillQty	Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0.
1443	FillLiquidityInd	@LqdtyInd

Component

NestedParties4

Pty

Contraparty information

end Repeating Group

end Component

12	Commission	@Comm
13	CommType	@CommTyp
479	CommCurrency	@Ccy
497	FundRenewWaiv	@FundRenewWaiv

end Component

218	Spread	@Spread	For Fixed Income
220	BenchmarkCurveCurrency	@Ccy
221	BenchmarkCurveName	@Name
222	BenchmarkCurvePoint	@Point
662	BenchmarkPrice	@Px
663	BenchmarkPriceType	@PxTyp	Must be present if BenchmarkPrice is used.
699	BenchmarkSecurityID	@SecID	The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761	BenchmarkSecurityIDSource	@SecIDSrc	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.

end Component

235	YieldType	@Typ
236	Yield	@Yld
701	YieldCalcDate	@CalcDt
696	YieldRedemptionDate	@RedDt
697	YieldRedemptionPrice	@RedPx
698	YieldRedemptionPriceType	@RedPxTyp

end Component

Repeating Group 1445

NoRateSources

1446	RateSource	@RtSrc	Required if NoRateSource(1445) > 0
1447	RateSourceType	@RtSrcTyp	Required if NoRateSources(1445) > 0
1448	ReferencePage	@RefPg	Required if RateSource(1446)=other

end Repeating Group

end Component

1138	DisplayQty	@DisplayQty
1082	SecondaryDisplayQty	@SecDspQty
1083	DisplayWhen	@DspWhn
1084	DisplayMethod	@DspMthd
1085	DisplayLowQty	@DsplLwQty	Required when DisplayMethod = 3
1086	DisplayHighQty	@DisplayHighQty	Required when DisplayMethod = 3
1087	DisplayMinIncr	@DspMinIncr	Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088	RefreshQty	@RfrshQty	Required when DisplayMethod = 2

end Component

Repeating Group 518

NoContAmts

Number of contract details in this message (number of repeating groups to follow)

519	ContAmtType	@ContAmtTyp	Must be first field in the repeating group.
520	ContAmtValue	@ContAmtValu
521	ContAmtCurr	@ContAmtCurr

end Repeating Group

end Component

Repeating Group 555

NoLegs

Number of legs

Identifies a Multi-leg Execution if present and non-zero.

Component

InstrumentLeg

Leg

Must be provided if Number of legs > 0

687

LegQty

@Qty

Depr FIX.5.0

685

LegOrderQty

@OrdQty

When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission.

This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated).

690

LegSwapType

@SwapTyp

Instead of LegQty - requests that the sellside calculate LegQty based on opposite Leg

Component

LegStipulations

Stip

1366

LegAllocID

@LegAllocID

Component

LegPreAllocGrp

PreAll

	564	LegPositionEffect	@PosEfct		Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
	565	LegCoveredOrUncovered	@Cover		Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

Component

NestedParties3

Pty

654	LegRefID	@RefID	Used to identify a specific leg.
587	LegSettlType	@SettlTyp
588	LegSettlDate	@SettlDt	Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values.
637	LegLastPx	@LastPx	Used to report the execution price assigned to the leg of the multileg instrument
675	LegSettlCurrency	@SettlCcy
1073	LegLastForwardPoints	@LegLastFwdPnts
1074	LegCalculatedCcyLastQty	@LegCalcCcyLastQty
1075	LegGrossTradeAmt	@LegGrossTrdAmt	For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case.
1379	LegVolatility	@LegVolatility
1381	LegDividendYield	@LegDividendYield
1383	LegCurrencyRatio	@LegCurrencyRatio
1384	LegExecInst	@LegExecInst
1418	LegLastQty	@LastQty

end Repeating Group

end Component

Repeating Group 136

NoMiscFees

Required if any miscellaneous fees are reported. Indicates number of repeating entries.

137	MiscFeeAmt	@Amt	Required if NoMiscFees > 0
138	MiscFeeCurr	@Curr
139	MiscFeeType	@Typ	Required if NoMiscFees > 0
891	MiscFeeBasis	@Basis

end Repeating Group

end Component

Repeating Group 768

NoTrdRegTimestamps

769	TrdRegTimestamp	@TS	Required if NoTrdRegTimestamps > 1
770	TrdRegTimestampType	@Typ	Required if NoTrdRegTimestamps > 1
771	TrdRegTimestampOrigin	@Src
1033	DeskType	@DskTyp	Type of Trading desk
1034	DeskTypeSource	@DskTypSrc
1035	DeskOrderHandlingInst	@DskOrdHndlInst

end Repeating Group

end Component

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)

end Component

628	HopCompID	@ID
629	HopSendingTime	@Snt
630	HopRefID	@Ref

37	OrderID	@OrdID	OrderID is required to be unique for each chain of orders.
198	SecondaryOrderID	@OrdID2	Can be used to provide order id used by exchange or executing system.
526	SecondaryClOrdID	@ID2	In the case of quotes can be mapped to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote.
527	SecondaryExecID	@ExecID2
11	ClOrdID	@ID	Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote - QuoteID(117) of a Mass Quote.
41	OrigClOrdID	@OrigID	Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
583	ClOrdLinkID	@LnkID
693	QuoteRespID	@RspID	Required if responding to a QuoteResponse message. Echo back the Initiator's value specified in the message.
790	OrdStatusReqID	@StatReqID	Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester.
584	MassStatusReqID	@MassStatReqID	Required if responding to a Order Mass Status Request. Echo back the value provided by the requester.
961	HostCrossID	@HstCxID	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
911	TotNumReports	@TotNumRpts	Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned.
912	LastRptRequested	@LastRptReqed	Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.

	523	PartySubID	@ID
	803	PartySubIDType	@Typ

66	ListID	@ListID	Required for executions against orders which were submitted as part of a list.
548	CrossID	@CrssID	CrossID for the replacement order
551	OrigCrossID	@OrigCrssID	Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
549	CrossType	@CrssTyp
880	TrdMatchID	@MtchID
17	ExecID	@ExecID	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)).
19	ExecRefID	@ExecRefID	Required for Trade Cancel and Trade Correct ExecType messages
150	ExecType	@ExecTyp	Describes the purpose of the execution report.
39	OrdStatus	@Stat	Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
636	WorkingIndicator	@WorkingInd	For optional use with OrdStatus = 0 (New)
103	OrdRejReason	@RejRsn	For optional use with ExecType = 8 (Rejected)
378	ExecRestatementReason	@ExecRstmtRsn	Required for ExecType = D (Restated).
1	Account	@Acct	Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660	AcctIDSource	@AcctIDSrc
581	AccountType	@AcctTyp	Specifies type of account
589	DayBookingInst	@DayBkngInst
590	BookingUnit	@BkngUnit
591	PreallocMethod	@PreallocMeth
70	AllocID	@AllocID

524	NestedPartyID	@ID	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
525	NestedPartyIDSource	@Src	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
538	NestedPartyRole	@R	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

FIX.5.0SP2 Message

ExecutionReport [type '8']

<ExecRpt>

63	SettlType	@SettlTyp
64	SettlDate	@SettlDt	Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date".
574	MatchType	@MtchTyp
1115	OrderCategory	@OrdCat
544	CashMargin	@CshMgn
635	ClearingFeeIndicator	@ClrFeeInd

1184	SecurityXMLLen		Must be set if SecurityXML field is specified and must immediately precede it.
1185	SecurityXML		XML payload or content describing the Security information.
1186	SecurityXMLSchema	@Schema	XML Schema used to validate the XML used to describe the Security.

865	EventType	@EventTyp
866	EventDate	@Dt
1145	EventTime	@Tm	Specific time of event. To be used in combination with EventDate [866]
867	EventPx	@Px
868	EventText	@Txt

1019	InstrumentPartyID	@ID	Used to identify party id related to instrument
1050	InstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1051	InstrumentPartyRole	@R	Used to identify the role of instrument party id

1484	ComplexEventType	@Typ	Identifies the type of complex event. Required if NoComplexEvents > 0.
1485	ComplexOptPayoutAmount	@OptPayAmt
1486	ComplexEventPrice	@Px
1487	ComplexEventPriceBoundaryMethod	@PxBndryMeth
1488	ComplexEventPriceBoundaryPrecision	@PxBndryPrcsn
1489	ComplexEventPriceTimeType	@PxTmTyp
1490	ComplexEventCondition	@Cond	ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

	1492	ComplexEventStartDate	@StartDt		Required if NoComplexEventDates(1491) > 0.
	1493	ComplexEventEndDate	@EndDt		Required if NoComplexEventDates(1491) > 0.

	1495	ComplexEventStartTime	@StartTm		Required if NoComplexEventTimes(1494) > 0.
	1496	ComplexEventEndTime	@EndTm		Required if NoComplexEventTimes(1494) > 0.

311	UnderlyingSymbol	@Sym
312	UnderlyingSymbolSfx	@Sfx
309	UnderlyingSecurityID	@ID
305	UnderlyingSecurityIDSource	@Src

	458	UnderlyingSecurityAltID	@AltID
	459	UnderlyingSecurityAltIDSource	@AltIDSrc

462	UnderlyingProduct	@Prod
463	UnderlyingCFICode	@CFI
310	UnderlyingSecurityType	@SecTyp
763	UnderlyingSecuritySubType	@SubTyp
313	UnderlyingMaturityMonthYear	@MMY
542	UnderlyingMaturityDate	@Mat
1213	UnderlyingMaturityTime	@MatTm
241	UnderlyingCouponPaymentDate	@CpnPmt
1453	UnderlyingRestructuringType	@RestrctTyp
1454	UnderlyingSeniority	@Snrty
1455	UnderlyingNotionalPercentageOutstanding	@NotlPctOut
1456	UnderlyingOriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1459	UnderlyingAttachmentPoint	@AttchPnt
1460	UnderlyingDetachmentPoint	@DetchPnt
242	UnderlyingIssueDate	@Issued
243	UnderlyingRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
244	UnderlyingRepurchaseTerm	@RepoTrm		Depr FIX.4.4
245	UnderlyingRepurchaseRate	@RepoRt		Depr FIX.4.4
246	UnderlyingFactor	@Fctr
256	UnderlyingCreditRating	@CrdRtg
595	UnderlyingInstrRegistry	@Rgstry
592	UnderlyingCountryOfIssue	@Ctry
593	UnderlyingStateOrProvinceOfIssue	@StOrProvnc
594	UnderlyingLocaleOfIssue	@Lcl
247	UnderlyingRedemptionDate	@Redeem		Depr FIX.4.4
316	UnderlyingStrikePrice	@StrkPx
941	UnderlyingStrikeCurrency	@StrkCcy
317	UnderlyingOptAttribute	@OptA
436	UnderlyingContractMultiplier	@Mult
1437	UnderlyingContractMultiplierUnit	@MultTyp
1441	UnderlyingFlowScheduleType	@FlowSchedTyp
998	UnderlyingUnitOfMeasure	@UOM
1423	UnderlyingUnitOfMeasureQty	@UOMQty
1424	UnderlyingPriceUnitOfMeasure	@PxUOM
1425	UnderlyingPriceUnitOfMeasureQty	@PxUOMQty
1000	UnderlyingTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419	UnderlyingExerciseStyle	@ExerStyle
435	UnderlyingCouponRate	@CpnRt
308	UnderlyingSecurityExchange	@Exch
306	UnderlyingIssuer	@Issr
362	EncodedUnderlyingIssuerLen	@EncUndIssrLen
363	EncodedUnderlyingIssuer	@EncUndIssr
307	UnderlyingSecurityDesc	@Desc
364	EncodedUnderlyingSecurityDescLen	@EncUndSecDescLen
365	EncodedUnderlyingSecurityDesc	@EncUndSecDesc
877	UnderlyingCPProgram	@CPPgm
878	UnderlyingCPRegType	@CPRegTyp
972	UnderlyingAllocationPercent	@AllocPct	Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318	UnderlyingCurrency	@Ccy	Specific to the <UnderlyingInstrument> (not in <Instrument>)
879	UnderlyingQty	@Qty	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)
975	UnderlyingSettlementType	@SettlTyp	Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973	UnderlyingCashAmount	@CashAmt	Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974	UnderlyingCashType	@CashTyp	Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810	UnderlyingPx	@Px	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882	UnderlyingDirtyPrice	@DirtPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883	UnderlyingEndPrice	@EndPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	@StartVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	@CurVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral
886	UnderlyingEndValue	@EndVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

	888	UnderlyingStipType	@Typ		Required if NoUnderlyingStips >0
	889	UnderlyingStipValue	@Val

1044	UnderlyingAdjustedQuantity	@AdjQty	Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045	UnderlyingFXRate	@FxRate	Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046	UnderlyingFXRateCalc	@FxRateCalc	Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038	UnderlyingCapValue	@CapValu

1059	UnderlyingInstrumentPartyID	@ID	Used to identify party id related to instrument
1060	UnderlyingInstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1061	UnderlyingInstrumentPartyRole	@R	Used to identify the role of instrument party id

	1063	UnderlyingInstrumentPartySubID	@ID
	1064	UnderlyingInstrumentPartySubIDType	@Typ

	1039	UnderlyingSettlMethod	@SetMeth
	315	UnderlyingPutOrCall	@PutCall		Used to express option right

1093	LotType	@LotTyp
40	OrdType	@Typ
423	PriceType	@PxTyp
44	Price	@Px	Required if specified on the order
1092	PriceProtectionScope	@PxPrtScp
99	StopPx	@StopPx	Required if specified on the order

839	PeggedPrice	@PeggedPx	The current price the order is pegged at
1095	PeggedRefPrice	@PggdRefPx	The reference price of a pegged order.
845	DiscretionPrice	@DsctnPx	The current discretionary price of the order
847	TargetStrategy	@TgtStrategy	The target strategy of the order

848	TargetStrategyParameters	@TgtStrategyParameters	For further specification of the TargetStrategy	Depr FIX.5.0
849	ParticipationRate	@ParticipationRt	Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)	Depr FIX.5.0
850	TargetStrategyPerformance	@TgtStrategyPerformance	For communication of the performance of the order versus the target strategy
15	Currency	@Ccy
376	ComplianceID	@ComplianceID
377	SolicitedFlag	@SolFlag
59	TimeInForce	@TmInForce	Absence of this field indicates Day order
168	EffectiveTime	@EfctvTm	Time specified on the order at which the order should be considered valid
432	ExpireDate	@ExpireDt	Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126	ExpireTime	@ExpireTm	Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
18	ExecInst	@ExecInst	Can contain multiple instructions, space delimited.
1057	AggressorIndicator	@AgrsrInd
528	OrderCapacity	@Cpcty
529	OrderRestrictions	@Rstctions
1091	PreTradeAnonymity	@PrTrdAnon
582	CustOrderCapacity	@CustCpcty
32	LastQty	@LastQty	Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for.
1056	CalculatedCcyLastQty	@CalcCcyLastQty	Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade.
1071	LastSwapPoints	@LastSwapPnts	Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event.
652	UnderlyingLastQty	@UndLastQty
31	LastPx	@LastPx	Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap.
651	UnderlyingLastPx	@UndLastPx
669	LastParPx	@LastParPx	Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
194	LastSpotRate	@LastSpotRt	Applicable for F/X orders
195	LastForwardPoints	@LastFwdPnts	Applicable for F/X orders
30	LastMkt	@LastMkt	If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed.
336	TradingSessionID	@SesID
625	TradingSessionSubID	@SesSub
943	TimeBracket	@TmBkt
29	LastCapacity	@LastCpcty
151	LeavesQty	@LeavesQty	Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.
14	CumQty	@CumQty	Currently executed quantity for chain of orders.
6	AvgPx	@AvgPx	Not required for markets where average price is not calculated by the market. Conditionally required otherwise.
424	DayOrderQty	@DayOrdQty	For GT orders on days following the day of the first trade.
425	DayCumQty	@DayCumQty	For GT orders on days following the day of the first trade.
426	DayAvgPx	@DayAvgPx	For GT orders on days following the day of the first trade.
1361	TotNoFills	@TotNoFills	Used to support fragmentation. Sum of NoFills across all messages with the same ExecID.
893	LastFragment	@LastFragment	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.

1415	Nested4PartyID	@ID	Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0.
1416	Nested4PartyIDSource	@Src	Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0.
1417	Nested4PartyRole	@R	Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0.

427	GTBookingInst	@GTBkngInst	States whether executions are booked out or accumulated on a partially filled GT order
75	TradeDate	@TrdDt	Used when reporting other than current day trades.
60	TransactTime	@TxnTm	Time the transaction represented by this ExecutionReport occurred
113	ReportToExch	@RptToExch

381	GrossTradeAmt	@GrossTrdAmt
157	NumDaysInterest	@NumDaysInt
230	ExDate	@ExDt
158	AccruedInterestRate	@AcrdIntRt
159	AccruedInterestAmt	@AcrdIntAmt
738	InterestAtMaturity	@IntAtMat	For fixed income products which pay lump-sum interest at maturity.
920	EndAccruedInterestAmt	@EndAcrdIntAmt	For repurchase agreements the accrued interest on termination.
921	StartCash	@StartCsh	For repurchase agreements the start (dirty) cash consideration
922	EndCash	@EndCsh	For repurchase agreements the end (dirty) cash consideration
258	TradedFlatSwitch	@TrddFlatSwitch
259	BasisFeatureDate	@BasisFeatureDt
260	BasisFeaturePrice	@BasisFeaturePx
238	Concession	@Concession
237	TotalTakedown	@TotTakedown
118	NetMoney	@NetMny	Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field.
119	SettlCurrAmt	@SettlCurrAmt	Used to report results of forex accommodation trade
120	SettlCurrency	@SettlCcy	Used to report results of forex accomodation trade. Required for NDFs.

155	SettlCurrFxRate	@SettlCurrFxRt	Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency
156	SettlCurrFxRateCalc	@SettlCurrFxRtCalc	Specifies whether the SettlCurrFxRate should be multiplied or divided
21	HandlInst	@HandlInst
110	MinQty	@MinQty
1089	MatchIncrement	@MtchInc
1090	MaxPriceLevels	@MxPxLvls

111	MaxFloor	@MaxFloor
77	PositionEffect	@PosEfct	For use in derivatives omnibus accounting
210	MaxShow	@MaxShow		Depr FIX.5.0
775	BookingType	@BkngTyp	Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
58	Text	@Txt
354	EncodedTextLen	@EncTxtLen	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
193	SettlDate2	@SettlDt2	Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.	Depr FIX.5.0
192	OrderQty2	@Qty2	Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.	Depr FIX.5.0
641	LastForwardPoints2	@LastFwdPnts2	Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap.
442	MultiLegReportingType	@MLegRptTyp	Default is a single security if not specified.
480	CancellationRights	@CxllationRights	For CIV - Optional
481	MoneyLaunderingStatus	@MnyLaunderingStat
513	RegistID	@RegistID	Reference to Registration Instructions message for this Order.
494	Designation	@Designation	Supplementary registration information for this Order
483	TransBkdTime	@TransBkdTm	For CIV - Optional
515	ExecValuationPoint	@ExecValuationPoint	For CIV - Optional
484	ExecPriceType	@ExecPxTyp	For CIV - Optional
485	ExecPriceAdjustment	@ExecPxAdjment	For CIV - Optional
638	PriorityIndicator	@PriInd
639	PriceImprovement	@PxImprvmnt
851	LastLiquidityInd	@LastLqdtyInd	Applicable only on OrdStatus of Partial or Filled.

600	LegSymbol	@Sym
601	LegSymbolSfx	@Sfx
602	LegSecurityID	@ID
603	LegSecurityIDSource	@Src

	605	LegSecurityAltID	@SecAltID
	606	LegSecurityAltIDSource	@SecAltIDSrc

607	LegProduct	@Prod
608	LegCFICode	@CFI
609	LegSecurityType	@SecTyp
764	LegSecuritySubType	@SecSubTyp
610	LegMaturityMonthYear	@MMY
611	LegMaturityDate	@Mat
1212	LegMaturityTime	@MatTm
248	LegCouponPaymentDate	@CpnPmt
249	LegIssueDate	@Issued
250	LegRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
251	LegRepurchaseTerm	@RepoTrm		Depr FIX.4.4
252	LegRepurchaseRate	@RepoRt		Depr FIX.4.4
253	LegFactor	@Fctr
257	LegCreditRating	@CrdRtg
599	LegInstrRegistry	@Rgstry
596	LegCountryOfIssue	@Ctry
597	LegStateOrProvinceOfIssue	@StOrProvnc
598	LegLocaleOfIssue	@Lcl
254	LegRedemptionDate	@Redeem		Depr FIX.4.4
612	LegStrikePrice	@Strk
942	LegStrikeCurrency	@StrkCcy
613	LegOptAttribute	@OptA
614	LegContractMultiplier	@Cmult
1436	LegContractMultiplierUnit	@MultTyp
1440	LegFlowScheduleType	@FlowSchedTyp
999	LegUnitOfMeasure	@UOM
1224	LegUnitOfMeasureQty	@UOMQty
1421	LegPriceUnitOfMeasure	@PxUOM
1422	LegPriceUnitOfMeasureQty	@PxUOMQty
1001	LegTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420	LegExerciseStyle	@ExerStyle
615	LegCouponRate	@CpnRt
616	LegSecurityExchange	@Exch
617	LegIssuer	@Issr
618	EncodedLegIssuerLen	@EncLegIssrLen
619	EncodedLegIssuer	@EncLegIssr
620	LegSecurityDesc	@Desc
621	EncodedLegSecurityDescLen	@EncLegSecDescLen
622	EncodedLegSecurityDesc	@EncLegSecDesc
623	LegRatioQty	@RatioQty	Specific to the <InstrumentLeg> (not in <Instrument>)
624	LegSide	@Side	Specific to the <InstrumentLeg> (not in <Instrument>)
556	LegCurrency	@Ccy	Specific to the <InstrumentLeg> (not in <Instrument>)
740	LegPool	@Pool	Identifies MBS / ABS pool
739	LegDatedDate	@Dated
955	LegContractSettlMonth	@CSetMo
956	LegInterestAccrualDate	@IntAcrl
1358	LegPutOrCall	@PutCall	Used to express option right
1017	LegOptionRatio	@LegOptionRatio	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
566	LegPrice	@Px	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

	688	LegStipulationType	@StipTyp		Required if NoLegStipulations >0
	689	LegStipulationValue	@StipVal

	671	LegAllocAccount	@AllocAcct
	672	LegIndividualAllocID	@IndAllocID

757	Nested2PartyID	@ID	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
758	Nested2PartyIDSource	@Src	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
759	Nested2PartyRole	@R	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

673	LegAllocQty	@AllocQty
674	LegAllocAcctIDSource	@AllocAcctIDSrc
1367	LegAllocSettlCurrency	@AllocSettlCcy